| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 28.29% | 61.16% |
| Max Drawdown | -5.51% | -29.51% |
| Sharpe | 0.82 | 0.59 |
| Sortino | 1.42 | 0.85 |
| Payoff Ratio | 1.34 | 1.34 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.03 | 0.76 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 49.63 | 3.03 |
| Outlier Loss Ratio | 3.0 | 2.73 |
| Volatility (ann.) | 7.78% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 4.98 | 2.0 |
| Skew | 2.6 | 0.21 |
| Kurtosis | 47.25 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.93% | 3.74% |
| Expected Yearly % | 13.26% | 26.95% |
| Kelly Criterion | 14.6% | 15.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11401178:BTCUSD | 11401178:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.77 | 0.60 | - |
| 2025 | 16.76 | 4.50 | 0.27 | - |
| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.83% | 31.46% |
| 6M | 4.5% | 12.77% |
| YTD | 4.5% | 16.76% |
| 1Y | 28.28% | 56.84% |
| 3Y (ann.) | 27.44% | 59.12% |
| 5Y (ann.) | 27.44% | 59.12% |
| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| Max Drawdown | -5.51% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -2.05% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 5.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2024-10-12 | -5.51 | 28 |
| 2024-12-05 | 2025-05-21 | -5.45 | 167 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-13 | 2024-12-04 | -2.33 | 52 |
| 2024-08-09 | 2024-09-09 | -2.03 | 31 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.89% | 18.93% |
| Worst Week | -2.91% | -12.33% |
| Best Month | 11.89% | 37.42% |
| Worst Month | -2.91% | -17.69% |
| Best Year | 22.77% | 38.02% |
| Worst Year | 4.5% | 16.76% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 4.14% | 4.08% |
| Avg. Down Week | -2.09% | -5.31% |
| Avg. Up Month | 3.78% | 10.87% |
| Avg. Down Month | -2.09% | -12.52% |
| Win Days % | 51.13% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |